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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
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77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
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8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
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    The Encyclopedia of Quantitative Trading Strategies

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